A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...
It stands for Black-Scholes model; a valuation model which is used to price financial options under a number of simplistic...
A valuation model which is used to price financial options under a number of simplistic assumptions, including specifically that the...
An option pricing model that is used to value European futures options. This model was first developed by Fischer Black...
An approximation procedure for valuing a call option on a dividend-paying share of stock. It was developed by Fischer Black...
An option strategy whereby a number of put options are bought at a certain exercise price and an equal number...
A delta-neutral ratio spread, or a reverse option hedge, whereby the number of options bought exceeds that of the options...
A variant on a bear put spread, and a strategy similar to the bull ratio spread in almost all aspects...
A market where prices are decreasing or expected to be decreasing or following a declining trend over a period of...
A type of exotic options in which the payoff is either a fixed amount for an in-the-money option or nothing...